Euro Bund Future December 2024


Trading Metrics calculated at close of trading on 21-Oct-2024
Day Change Summary
Previous Current
18-Oct-2024 21-Oct-2024 Change Change % Previous Week
Open 134.01 134.05 0.04 0.0% 133.20
High 134.25 134.18 -0.07 -0.1% 134.25
Low 133.67 133.06 -0.61 -0.5% 133.00
Close 134.19 133.16 -1.03 -0.8% 134.19
Range 0.58 1.12 0.54 93.1% 1.25
ATR 0.67 0.70 0.03 4.9% 0.00
Volume 895,826 1,154,139 258,313 28.8% 4,600,884
Daily Pivots for day following 21-Oct-2024
Classic Woodie Camarilla DeMark
R4 136.83 136.11 133.78
R3 135.71 134.99 133.47
R2 134.59 134.59 133.37
R1 133.87 133.87 133.26 133.67
PP 133.47 133.47 133.47 133.37
S1 132.75 132.75 133.06 132.55
S2 132.35 132.35 132.95
S3 131.23 131.63 132.85
S4 130.11 130.51 132.54
Weekly Pivots for week ending 18-Oct-2024
Classic Woodie Camarilla DeMark
R4 137.56 137.13 134.88
R3 136.31 135.88 134.53
R2 135.06 135.06 134.42
R1 134.63 134.63 134.30 134.85
PP 133.81 133.81 133.81 133.92
S1 133.38 133.38 134.08 133.60
S2 132.56 132.56 133.96
S3 131.31 132.13 133.85
S4 130.06 130.88 133.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134.25 133.06 1.19 0.9% 0.64 0.5% 8% False True 1,029,321
10 134.25 132.75 1.50 1.1% 0.61 0.5% 27% False False 953,705
20 136.20 132.75 3.45 2.6% 0.71 0.5% 12% False False 1,078,961
40 136.20 132.71 3.49 2.6% 0.69 0.5% 13% False False 939,051
60 136.20 132.25 3.95 3.0% 0.67 0.5% 23% False False 626,691
80 136.20 129.80 6.40 4.8% 0.63 0.5% 53% False False 470,075
100 136.20 128.87 7.33 5.5% 0.59 0.4% 59% False False 376,075
120 136.20 128.66 7.54 5.7% 0.53 0.4% 60% False False 313,397
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 138.94
2.618 137.11
1.618 135.99
1.000 135.30
0.618 134.87
HIGH 134.18
0.618 133.75
0.500 133.62
0.382 133.49
LOW 133.06
0.618 132.37
1.000 131.94
1.618 131.25
2.618 130.13
4.250 128.30
Fisher Pivots for day following 21-Oct-2024
Pivot 1 day 3 day
R1 133.62 133.66
PP 133.47 133.49
S1 133.31 133.33

These figures are updated between 7pm and 10pm EST after a trading day.

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